Presentation 2016-08-10
The Parameter Estimation of Levy's Stable Distributions and its Application to the Stock Market
Takumi Fukunaga, Ken Umeno, Masaru Shintani,
PDF Download Page PDF download Page Link
Abstract(in Japanese) (See Japanese page)
Abstract(in English)
Keyword(in Japanese) (See Japanese page)
Keyword(in English)
Paper # CCS2016-21
Date of Issue 2016-08-02 (CCS)

Conference Information
Committee CCS
Conference Date 2016/8/9(2days)
Place (in Japanese) (See Japanese page)
Place (in English) Yoichi Chuo kominkan
Topics (in Japanese) (See Japanese page)
Topics (in English) Network Science, etc.
Chair Yasuhiro Tsubo(Ritsumeikan Univ.)
Vice Chair Naoki Wakamiya(Osaka Univ.) / Mikio Hasegawa(Tokyo Univ. of Science)
Secretary Naoki Wakamiya(Kyoto Sangyo Univ.) / Mikio Hasegawa(Osaka Univ.)
Assistant Takayuki Kimura(Nippon Inst. of Tech.) / Song-Ju Kim(NIMS) / Ryo Takahashi(Kyoto Univ.) / Hidehiro Nakano(Tokyo City Univ.)

Paper Information
Registration To Technical Committee on Complex Communication Sciences
Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) The Parameter Estimation of Levy's Stable Distributions and its Application to the Stock Market
Sub Title (in English)
Keyword(1)
1st Author's Name Takumi Fukunaga
1st Author's Affiliation Kyoto University(Kyoto Univ.)
2nd Author's Name Ken Umeno
2nd Author's Affiliation Kyoto University(Kyoto Univ.)
3rd Author's Name Masaru Shintani
3rd Author's Affiliation Kyoto University(Kyoto Univ.)
Date 2016-08-10
Paper # CCS2016-21
Volume (vol) vol.116
Number (no) CCS-180
Page pp.pp.27-31(CCS),
#Pages 5
Date of Issue 2016-08-02 (CCS)